Chloë Sevigny has embodied many roles on screen — a polygamist's wife, an HIV-positive teen, a transgender assassin — but one thing she's never played is safe.

With macabre credits such as American Psycho, Zodiac, and American Horror Story: Asylum, Sevigny seems to gravitate toward darker, challenging fare, which is why A&E's crime drama Those Who Kill (premiering Monday, 10 p.m. ET/PT) looks like a natural fit for the versatile actress. Yet for Sevigny, her blood-stained résumé actually is more coincidental.

"Every actor probably has a number of crime titles in their repertoire. It's something that just happens if you keep working," Sevigny, 39, says. "I think crime is just fascinating for people, just the extremes that people can go to and how we survive it."

Following in the footsteps of other Scandinavian imports The Killing and The Bridge, Those Who Kill is adapted from a Danish TV series (although, Sevigny says, the American show has very little in common with its Nordic counterpart, save for the basic premise). The 10-episode season follows Catherine Jensen (Sevigny) — a newly-promoted homicide detective who is equal parts tenacious and emotionally detached — as she tracks down serial killers, enlisting the help of forensic psychologist Thomas Schaeffer (James D'Arcy) and driven by her tortured past, which circles around her missing brother and her stepfather, whom she suspects is a murderer.

In casting the role of Catherine, the show's creative team sought an actress "who would really elevate (the material) and not feel familiar," says Tana Jamieson, A&E's senior vice president of drama programming. "We wanted someone who was much deeper," and Sevigny is "so thorough, so provocative and so unique."

Sevigny was intrigued by the prospect of playing a complicated, strong female character who also was morally ambiguous.

"I need to have a lot of elements that (interest me) in a character, like nothing I've played before," she says. "I feel like there's been all these great men on television, from (Mad Men's) Don Draper to (The Sopranos') Tony Soprano to (Breaking Bad's) Walter White, who everybody cheers for, but who are fundamentally bad people. There doesn't seem to be a lot of female characters that are like that."

Although comedy enthusiasts may know her for last year's multi-episode arcs on The Mindy Project and Portlandia, Sevigny perhaps is best remembered by TV fans as the resilient Nicki Grant in polygamy drama Big Love, which ran for five seasons on HBO and won her a supporting-actress Golden Globe award.

Describing the similarities between Nicki and Catherine, Sevigny says that she was drawn to these wounded, defensive women who keep other people at arm's length.

"Both were abused in different ways as children, physically and mentally, so that really informed who they'd become as adults," she says. "That's part of what appealed to me" about the new series, "just how crime can affect people in different ways — victims, family members — and how some people just can never move on from it or escape it, and how it can make people mentally paralyzed."

The Springfield, Mass., native also has caused quite a stir on the big screen in her near two-decade career. After making her film debut in the controversial Kids in 1995, she broke out four years later with her Oscar-nominated performance in Boys Don't Cry and then created a stir by performing unsimulated oral sex on co-star Vincent Gallo in 2003's The Brown Bunny. Despite saying her "true love is for the movies," she echoes the sentiment of many film actors that are making the jump to the small screen: "There's better scripts, better writing and better stories being told on television than there were before.

"I love acting and I feel like I've had a lot more opportunities in TV because you can do more," Sevigny says. "With the big-screen roles, they seem to cast a lot of the same people over and over again. Even in the independent world, they want the bigger names. I just feel like the market is smaller so there's more to work with in television. People are less scared."